- Code STAT7042
- Unit Value 6 units
- Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
- ANU College ANU College of Business and Economics
- Course subject Statistics
- Areas of interest Actuarial Studies
- Academic career PGRD
- Dr Yanlin Shi
- Mode of delivery In Person
First Semester 2015
See Future Offerings
This course introduces survival models and discusses their estimation and their application to mortality. Topics covered will include: survival models; estimation procedures for lifetime distributions; statistical models of transfers between multiple states; maximum likelihood estimation of transition intensities for such models; binomial model of mortality including estimation and comparison with multiple state models.
Upon successful completion, students will have the knowledge and skills to:To achieve an understanding of and facility in:
- Explain in detail the concept of survival models.
- Understand estimation procedures for lifetime distributions.
- Derive statistical models of transfer between multiple states, including processes with single or multiple decrements, and describe relationships between probabilities of transfer and transition intensities.
- Describe maximum likelihood estimators for the transition intensities in models of transfers between states with piecewise constant transition intensities.
- Demonstrate how to test crude estimates for consistency with a standard table or a set of graduated estimates, and demonstrate the process of graduation.
See the course outline on the College courses page. Outlines are uploaded as they become available.
Assessment for this course will comprise:
- Mid Semester Exam 20%
- Final Examination 80%
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10 hours per week
Requisite and Incompatibility
Tuition fees are for the academic year indicated at the top of the page.
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- Student Contribution Band:
- Unit value:
- 6 units
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Offerings, Dates and Class Summary Links
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Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.
|Class number||Class start date||Last day to enrol||Census date||Class end date||Mode Of Delivery||Class Summary|
|2906||16 Feb 2015||06 Mar 2015||31 Mar 2015||29 May 2015||In Person||N/A|